+604.8%
CRS vs VICR
+209.3%
+395.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.2% | -12.3% | -3.4% |
| 7D | -6.8% | +5.0% | -11.7% | -7.9% |
| 30D | -16.1% | -12.5% | -3.7% | -14.2% |
| 3M | -21.2% | -33.6% | +12.4% | -16.0% |
| 6M | +8.7% | +10.7% | -2.0% | +1.3% |
| YTD | +41.0% | +80.6% | -39.6% | +17.4% |
| 1Y | +82.7% | +288.4% | -205.7% | +27.6% |
| 3Y | +604.8% | +213.8% | +391.0% | +374.9% |
| All | +604.8% | +209.3% | +395.5% | +374.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling